I've tried doing ear training a couple of times in my life and it has been always absolutely frustrating. All methods I've tried just ask repeatedly which interval/chord/note it is you are listening without actually having any sort of method on how to develop the skill on how to listen.
I'm trying again now with a new method which consists in singing the notes. In a couple of days I've got better results than weeks of Ear Master or other similar software. My hypothesis is that it works because when trying to imitate a pitch with your voices you a) have to listen closely to the pitch and b) you internalize some pitch "muscle memory".
I play two notes at the same time and try to sing both notes. At first I started with larger intervals and now I can hear and sing major seconds. Minor seconds are still hard.
I also play one note and try to sing an interval above and below. So for example I play G and try to sing a major third above and a major third below. I then play those notes and check how close I was. I repeat a couple of times until I get it right. I do that for different notes and with different intervals.
I then play a triad and try to hear and sing the three notes. At first I could only do it for the top note, but then I was able to hear the root note, and finally after a couple of days I was able to hear and sing the middle note.
I'm trying again now with a new method which consists in singing the notes. In a couple of days I've got better results than weeks of Ear Master or other similar software. My hypothesis is that it works because when trying to imitate a pitch with your voices you a) have to listen closely to the pitch and b) you internalize some pitch "muscle memory".